T4253H Function (CREATE command)

T4253H produces new series by applying a compound data smoother to the original series. The smoother starts with a running median of 4, which is centered by a running median of 2. It then resmooths these values by applying a running median of 5, a running median of 3, and hanning (running weighted averages). Residuals are computed by subtracting the smoothed series from the original series. This whole process is then repeated on the computed residuals. Finally, the smoothed residuals are added to the smoothed values obtained the first time through the process ¹.

• The only specification on T4253H is the name or names of the existing series in parentheses.
• The existing series cannot contain imbedded missing values.
• Endpoints are smoothed through extrapolation and are not system-missing.

Example

CREATE SMOOTHA = T4253H(VARA). 

• The series SMOOTHA is a smoothed version of the series VARA.